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North European Oil Royalty Trust NRT

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Market datapartial · fetched 2026-10-22T21:10:24.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001444436Z

FundamentalsAlpha Vantage · unavailable

Share price$8.78
1D-0.8%
AH$8.69$8.75$8.81$8.87$8.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRT
Sold putSold callAH

North European Oil Royalty Trust options

Live interpolated NRT call and put midpoint premiums by absolute delta.North European Oil Royalty Trust$0.34$2.11$3.89$5.66$7.44$4.09$6.15$8.21$10.27$12.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRT spot · $8.78NRT PRICE$0.53$0.69$0.72$0.55$0.57$0.66$0.76$0.85$0.95$1.04$1.14$1.23$1.33$0.57$0.59$0.77$1.01$1.24$1.48$1.71$1.95$3.24$5.09$6.93$6.55
PutsExpensive3.04×
CallsExpensive2.17×
SkewBearish+46.19 pp
Implied moveBearish±$2.47
TiltBearish47.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.97195.5%87.9%5.99230.1%38.3%
25Δ17.06235.5%102.1%7.18147.5%25.0%
30Δ14.46206.5%72.9%7.80125.5%19.9%
35Δ10.95117.6%31.0%8.21126.1%17.9%
40Δ9.8190.9%18.3%8.62126.7%15.9%
45Δ9.5687.4%16.4%9.04127.3%13.9%
50Δ9.3083.9%14.6%9.45127.9%11.9%
55Δ9.0580.4%12.7%9.86128.5%9.9%
60Δ8.7976.9%10.9%11.24152.4%9.0%
65Δ8.5373.5%9.1%13.11188.0%8.6%
70Δ8.2870.0%7.2%14.98223.7%8.3%
75Δ8.0266.5%5.4%14.85186.7%5.5%
80Δ7.7663.0%3.5%

20Δ

Calls
Pseudo strike
15.97
IV
195.5%
B/E move
87.9%
Puts
Pseudo strike
5.99
IV
230.1%
B/E move
38.3%

25Δ

Calls
Pseudo strike
17.06
IV
235.5%
B/E move
102.1%
Puts
Pseudo strike
7.18
IV
147.5%
B/E move
25.0%

30Δ

Calls
Pseudo strike
14.46
IV
206.5%
B/E move
72.9%
Puts
Pseudo strike
7.80
IV
125.5%
B/E move
19.9%

35Δ

Calls
Pseudo strike
10.95
IV
117.6%
B/E move
31.0%
Puts
Pseudo strike
8.21
IV
126.1%
B/E move
17.9%

40Δ

Calls
Pseudo strike
9.81
IV
90.9%
B/E move
18.3%
Puts
Pseudo strike
8.62
IV
126.7%
B/E move
15.9%

45Δ

Calls
Pseudo strike
9.56
IV
87.4%
B/E move
16.4%
Puts
Pseudo strike
9.04
IV
127.3%
B/E move
13.9%

50Δ

Calls
Pseudo strike
9.30
IV
83.9%
B/E move
14.6%
Puts
Pseudo strike
9.45
IV
127.9%
B/E move
11.9%

55Δ

Calls
Pseudo strike
9.05
IV
80.4%
B/E move
12.7%
Puts
Pseudo strike
9.86
IV
128.5%
B/E move
9.9%

60Δ

Calls
Pseudo strike
8.79
IV
76.9%
B/E move
10.9%
Puts
Pseudo strike
11.24
IV
152.4%
B/E move
9.0%

65Δ

Calls
Pseudo strike
8.53
IV
73.5%
B/E move
9.1%
Puts
Pseudo strike
13.11
IV
188.0%
B/E move
8.6%

70Δ

Calls
Pseudo strike
8.28
IV
70.0%
B/E move
7.2%
Puts
Pseudo strike
14.98
IV
223.7%
B/E move
8.3%

75Δ

Calls
Pseudo strike
8.02
IV
66.5%
B/E move
5.4%
Puts
Pseudo strike
14.85
IV
186.7%
B/E move
5.5%

80Δ

Calls
Pseudo strike
7.76
IV
63.0%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations